Stocks

About 18 min

get_market_status Get Market Status

QuoteClient.get_market_status(market=Market.ALL, lang=None)

Description

Get the market status of a queried market(pre-market,post-market), and get the most recent open time of this market

Rate Limit

Please refer to Rate Limit

Parameter	Type	Required	Description
market	Market	No	Market being queried, use enums defined in `tigeropen.common.consts.Market`, such as Market.US, see enums for details
lang	Language	No	Language, use enums defined in `tigeropen.common.consts.Language`, such as Language.zh_CN, default: client_config.language

Return

list

Each element is a MarketStatus object，MarketStatus is structured as follows：

Parameter	Type	Description
market	str	name of the Market being queried
trading_status	str	status of the market. Possible status are: NOT_YET_OPEN, PRE_HOUR_TRADING, TRADING, MIDDLE_CLOSE, POST_HOUR_TRADING, CLOSING, EARLY_CLOSED, MARKET_CLOSED;
status	str	a description of the current market status
open_time	datetime	closest market open time in the future, a datetime object with tzinfo

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key file path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

market_status_list = quote_client.get_market_status(Market.US)

[MarketStatus({'market': 'US', 'status': 'PreMarket', 'open_time': datetime.datetime(2019, 1, 7, 9, 30, tzinfo=<DstTzInfo 'US/Eastern' EST-1 day, 19:00:00 STD>), 'trading_status': 'PRE_HOUR_TRADING'})]

get_trading_calendar

get trading calendar of market

QuoteClient.get_trading_calendar(market, begin_date=None, end_date=None)

Description

The trading day is obtained by excluding weekends and holidays from the natural day and does not exclude temporary market closures.

Provides a calendar from 2015 onwards to the end of this year. If it is out of range, the start and end times will be processed to be within the range of the provided data.

Rate limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
market	Market	Yes	filter by market, you can use the enums defined in `tigeropen.common.consts.Market`, such as Market.US
begin_date	str	No	begin date of calendar，include this day. format yyyy-MM-dd, like '2022-06-01'
end_date	str	No	end date of calendar，exclude this day. format yyyy-MM-dd

begin_date and end_date parameters description:

begin_date provided	end_date provided	Date Range Result
yes	yes	(begin_date, end_date)
yes	no	(begin_date, begin_date+365)
no	yes	(end_date-365,end_date)
no	no	(Today, Today + 30)

Return

list

Each item is a dict, which key's meaning as follows:

Parameter	Type	Description
date	str	trade day date
type	str	trade day type. TRADING: whole day trading; EARLY_CLOSE: close market early

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

calendar = quote_client.get_trading_calendar(Market.US, begin_date='2022-11-01', end_date='2022-12-01')
print(calendar)

Return example

[{'date': '2022-11-01', 'type': 'TRADING'}, {'date': '2022-11-02', 'type': 'TRADING'}, {'date': '2022-11-03', 'type': 'TRADING'}, 
 {'date': '2022-11-04', 'type': 'TRADING'}, {'date': '2022-11-07', 'type': 'TRADING'}, {'date': '2022-11-08', 'type': 'TRADING'},
 {'date': '2022-11-09', 'type': 'TRADING'}, {'date': '2022-11-10', 'type': 'TRADING'}, {'date': '2022-11-11', 'type': 'TRADING'}, 
 {'date': '2022-11-14', 'type': 'TRADING'}, {'date': '2022-11-15', 'type': 'TRADING'}, {'date': '2022-11-16', 'type': 'TRADING'}, 
 {'date': '2022-11-17', 'type': 'TRADING'}, {'date': '2022-11-18', 'type': 'TRADING'}, {'date': '2022-11-21', 'type': 'TRADING'}, 
 {'date': '2022-11-22', 'type': 'TRADING'}, {'date': '2022-11-23', 'type': 'TRADING'}, {'date': '2022-11-25', 'type': 'EARLY_CLOSE'},
 {'date': '2022-11-28', 'type': 'TRADING'}, {'date': '2022-11-29', 'type': 'TRADING'}, {'date': '2022-11-30', 'type': 'TRADING'}]

get_symbols Get Stock Symbols

QuoteClient.get_symbols(market=Market.ALL, include_otc=False)

Description

Get ticker symbols of all securities of the selected market, including delisted stocks or stocks that are not available for trade

Rate Limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
market	Market	No	filter by market, you can use the enums defined in `tigeropen.common.consts.Market`, such as Market.US, default: Market.ALL
include_otc	bool	No	if include OTC stocks, default: False.

Return

list

The elements are ticker symbols for all securities in the market, including symbols for delisted and untradable securities. Symbols begins with '. ' means indexes, such as '.dji' stands for Dow Jones Index.

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key file path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

symbols = quote_client.get_symbols(Market.US)
print(symbols)

Return Example

['.DJI', '.IXIC', '.SPX', 'A', 'AA', 'AAA', 'AAAU', 'AAC', 'AAC.U', 'AAC.WS', 'AACG', 'AACI', 'AACIU', 'AACIW', 'AACQW', 'AADI', 'AADR', 'AAIC', 'AAIN', 'AAL', 'AAMC', 'AAME', 'AAN', 'AAOI', 'AAON', 'AAP', 'AAPL',....,'ZYME', 'ZYNE', 'ZYXI']

get_symbol_names Get Symbols and Names

QuoteClient.get_symbol_names(market=Market.ALL, lang=None, include_otc=False)

Description

Get the ticker symbols and names of all securities in the selected market

Rate Limit

Refer to rate limit

Parameters

Parameter	Type	Required	Description
market	Market	No	filter by market, you can use the enums defined in `tigeropen.common.consts.Market`, such as Market.US, default: Market.ALL
lang	Language	No	use enums defined in `tigeropen.common.consts.Language` (Language.en_US), default: client_config.language
include_otc	bool	No	if True include OTC stocks, default: False

Response

list

Structured as follows：

Each object in the list is a tuple. The first element of the tuple is the symbol and the second element is the name

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

symbol_names = quote_client.get_symbol_names(market=Market.ALL)
print(symbol_names)

Response Example

[('AAAP', 'Advanced Accelerator Applications SA'), ('AAAU', 'Perth Mint Physical Gold ETF'), ('AABA', 'Altaba'), ('AAC', 'AAC Holdings Inc')]

get_timeline Get timeline

QuoteClient.get_timeline(symbols, include_hour_trading=False, begin_time=-1, lang=None, trade_session=None)

Description

Get the latest timeline data, which contains one-minute price data of the stock. This method will only return data from last trading day, use get_bars method to inqury

Rate Limit

Refer to：Rate limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	Symbols of stocks, with a maximum of 50 per request. Example: ['AAPL', 'MSFT']
include_hour_trading	bool	No	Whether data after regular trading hours is included. default: False
begin_time	str	No	The beginning time of the first data point, Use timestamp or a time string. Format: 1639386000000 or '2019-06-07 23:00:00' or '2019-06-07'
lang	Language	No	Language supported, use enums defined in `tigeropen.common.consts.Language`, default: client_config.language
trade_session	TradingSession	No	Trade Session, PreMarket/Regular/AfterHours/OverNight, default: None/Regular

Response

pandas.DataFrame

Structured as follows：

COLUMN	Type	Description
symbol	str	Ticker symbol of asset. such as AAPL
time	int	Timestamp. Example: 1639386000000
price	float	close price of current one-minute bar
avg_price	float	volume weighted average price
pre_close	float	close price of last trading day
volume	int	volume of current one-minute bar
trading_session	str	Possible values are: "pre_market", "regular" and "after_hours"

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

timeline = quote_client.get_timeline(['01810'], include_hour_trading=False)

# format time into human readable time
timeline['cn_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
timeline['us_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

symbol           time    price  avg_price  pre_close  volume trading_session
0     01810  1547217000000  23.4700  23.211563       23.4  233000         regular
1     01810  1547217060000  23.6700  23.408620       23.4  339296         regular
2     01810  1547217120000  23.5900  23.423038       23.4   46337         regular
3     01810  1547217180000  23.5000  23.428830       23.4   66697         regular
4     01810  1547217240000  23.5108  23.433360       23.4   46762         regular

get_timeline_history Get history timeline

QuoteClient.get_timeline_history(symbols, date, right=QuoteRight.BR)

Description

Get the historical time-share data for a certain date

Rate Limit

Refer to：Rate limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	security code list, Up to 50 passes at a time, e.g. ['AAPL', 'TSLA']
date	str	Yes	timeline date. e.g. '2022-04-14'
right	QuoteRight	No	quote right, refer to: `tigeropen.common.consts.QuoteRight enum`. default: Quote.Right.BR,

Response

pandas.DataFrame

Parameter	Type	Description
symbol	str	security code, e.g. AAPL
time	int	millisecond timestamp, e.g. 1639386000000
price	float	current minute closing price
avg_price	float	volume-weighted average price to the current time

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

timeline = quote_client.get_timeline_history(['AAPL', 'BABA'], '2021-04-11')

# Converts time to the datetime of the corresponding timezone
timeline['cn_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
timeline['us_date'] = pd.to_datetime(timeline['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')


# Use symbol as filter
df = timeline.loc[timeline['symbol'] == 'AAPL']

Response Example

           symbol           time   volume     price   avg_price                   cn_date                   us_date
        0     AAPL  1649683800000  1569372  168.5000  168.749760 2022-04-11 21:30:00+08:00 2022-04-11 09:30:00-04:00
        1     AAPL  1649683860000   323022  168.5800  168.739030 2022-04-11 21:31:00+08:00 2022-04-11 09:31:00-04:00
        2     AAPL  1649683920000   362722  168.3230  168.713610 2022-04-11 21:32:00+08:00 2022-04-11 09:32:00-04:00
        3     AAPL  1649683980000   511613  167.8300  168.637360 2022-04-11 21:33:00+08:00 2022-04-11 09:33:00-04:00
        4     AAPL  1649684040000   332041  167.7700  168.587750 2022-04-11 21:34:00+08:00 2022-04-11 09:34:00-04:00
        ..     ...            ...      ...       ...         ...                       ...                       ...
        385   BABA  1649706900000    98750  101.5600  102.089710 2022-04-12 03:55:00+08:00 2022-04-11 15:55:00-04:00
        386   BABA  1649706960000    74946  101.5984  102.088660 2022-04-12 03:56:00+08:00 2022-04-11 15:56:00-04:00
        387   BABA  1649707020000    88570  101.5900  102.087290 2022-04-12 03:57:00+08:00 2022-04-11 15:57:00-04:00
        388   BABA  1649707080000   113611  101.5207  102.085380 2022-04-12 03:58:00+08:00 2022-04-11 15:58:00-04:00
        389   BABA  1649707140000   430195  101.5500  102.076324 2022-04-12 03:59:00+08:00 2022-04-11 15:59:00-04:00

get_trade_ticks Get Trade Ticks

QuoteClient.get_trade_ticks(symbols, trade_session=None, begin_index=None, end_index=None, limit=None, lang=None)

Description

To obtain transaction data by transaction, this interface can support the query of the full transaction record of the current trading day after the market closes, and can also support the query of the latest real-time transaction record in the market.

Rate Limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	Ticker symbol of a list of stocks
trade_session	`tigeropen.common.consts.TradingSession`	No	Trade session，PreMarket/Regular/AfterHours.
begin_index	int	No	Start index
end_index	int	No	End index
limit	int	No	Upper limit of the number of data points
lang	Language	No	Language supported, Use enums defined under `tigeropen.common`.consts.Language`, default: client_config.language

begin_index, end_index parameters description

query type	begin_index	end_index	description
query latest data	-1	-1	limit default value: 200
query by section	index number	index number	for example：begin_index=10, end_index=100 ，Returns 90 rows containing 10 to 99. If limit is set to 20, 20 records from 10 to 29 will be returned.

Response

pandas.DataFrame

Structured as below：

Parameter	Type	Description
index	int	index
time	int	timestamp in millisecond
price	float	price
volume	int	volume
direction	str	direction of the price change, "+" stands for "active buy", "-" stands for "active sell", "*" stands for "neutral transaction"

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

# query latest tick data
ticks = quote_client.get_trade_ticks(['AAPL'], begin_index=-1, end_index=-1)


ticks = quote_client.get_trade_ticks(['00700'])
# request pre trading hours data
ticks = quote_client.get_trade_ticks(['AAPL'], trade_session=TradingSession.PreMarket)

Response Example

    symbol           time   volume   price direction   index
0     AAPL  1712347199527      291  169.53         -  521645
1     AAPL  1712347199564      200  169.53         -  521646
2     AAPL  1712347199564      400  169.53         -  521647
3     AAPL  1712347199564      500  169.53         -  521648
4     AAPL  1712347199566      900  169.53         -  521649
..     ...            ...      ...     ...       ...     ...
395    AMD  1712347200234       40  170.40         *  556800
396    AMD  1712347200273       55  170.39         *  556801
397    AMD  1712347200274        5  170.39         *  556802
398    AMD  1712347200488  1577655  170.42         *  556803
399    AMD  1712347200489       33  170.42         *  556804

get_stock_briefs Get Stock Briefs

QuoteClient.get_stock_briefs(symbols, include_hour_trading=False, lang=None)

Description

Get real-time data for a stock/stocks. An active market quote permission is required.

Rate Limit

Refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	Symbols of stocks, with a maximum of 50 per request. Example: ['AAPL', 'MSFT']
include_hour_trading	bool	No	Whether to include U.S. stocks before and after the market data, default: False
lang	Language	No	Language supported, use enums defined in `tigeropen.common.consts.Language`, default: client_config.language

Response

pandas.DataFrame

Structured as follows：

COLUMN	Type	Description
symbol	str	Ticker symbol of a specific stock
ask_price	float	Ask price
ask_size	int	Ask size
bid_price	float	Bid price
bid_size	int	Bid size
pre_close	float	Close price of the last trading day
latest_price	float	Latest price
latest_time	int	Time when last trade is made. Unix timestamp, example: 1547516984730
volume	int	Volume
open	float	Opening price
high	float	High price
low	float	Low price
status	str	Trading status
adj_pre_close	str	复权调整后的昨收价格

Possible trading status:

"UNKNOWN"
"NORMAL"
"HALTED"
"DELIST"
"NEW"
"ALTER"

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

briefs = quote_client.get_stock_briefs(['MSFT','MARA'])

# format time into human readable time
briefs['cn_date'] = pd.to_datetime(briefs['latest_time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
briefs['us_date'] = pd.to_datetime(briefs['latest_time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')
print(briefs.to_string())

Return Example

symbol    open    high      low   close  pre_close  latest_price    latest_time  ask_price  ask_size  bid_price  bid_size    volume  status  adj_pre_close                   cn_date                   us_date
0   MSFT  398.82  398.82  386.155  388.49     396.99        388.49  1741035600000     385.30       100     384.95       200  23007726  NORMAL         388.49 2025-03-04 05:00:00+08:00 2025-03-03 16:00:00-05:00
1   MARA   15.32   15.59   13.520   13.79      13.92         13.79  1741035600000      13.47       150      13.44       536  70463879  NORMAL          13.79 2025-03-04 05:00:00+08:00 2025-03-03 16:00:00-05:00

get_stock_delay_briefs Get Delayed Data (Free)

QuoteClient.get_stock_delay_briefs(symbols, lang=None)

Description

Get delayed market data for U.S. stocks. An active market data permission subscription is not required. This data is only available for U.S stocks. The data is delayed by 15 minutes

Rate Limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	A list of ticker symbols, only U.S market is supported. Example: ['MSFT', 'MARA']
lang	Language	No	Supported languages, Use enums defined by `tigeropen.common.consts.Language`. Example: Language.en_US, default: client_config.language

Response

pandas.DataFrame

Structured as below:

Parameter	Type	Description
symbol	str	Ticker symbol of the stock
pre_close	float	close price of last trading day
time	int	Last update time, format: UNIX timestamp. Example: 1639429200000
volume	int	Volume
open	float	Opening price
high	float	High Price
low	float	Low price
close	float	Close price
halted	float	Status of the stock (0: Normal 3: Halt 4: Delisted 7: New 8: Alter)

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

briefs = quote_client.get_stock_briefs(['AAPL'])

# format time into 
briefs['cn_date'] = pd.to_datetime(briefs['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
briefs['us_date'] = pd.to_datetime(briefs['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

symbol  pre_close  halted           time    open   high       low  close  \
0   AAPL     174.33     0.0  1639602000000  175.11  179.5  172.3108  179.3   

    volume                   cn_date                   us_date  
0  131063257 2021-12-16 05:00:00+08:00 2021-12-15 16:00:00-05:00

get_bars Get Bars of a Stock

QuoteClient.get_bars(symbols, period=BarPeriod.DAY, begin_time=-1, end_time=-1, right=QuoteRight.BR, limit=251, lang=None, page_token=None, trade_session=None)

Description

Get the K-line data of a specified stock, and different time granularities can be specified. Currently, this interface supports obtaining K-line data in units of day, week, month, year, minute, 5 minutes, 15 minutes, 30 minutes, and 60 minutes. Considering the performance and stability of the interface, the maximum number of requests for this interface is 1200. For users who need more historical data for analysis or backtesting, it can be requested through the get_bars_by_page method. You can also implement the loop yourself to obtain historical data with a longer time range through multiple requests.

Rate Limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	A list of symbols. Maximum 50 per request, example: ['AAPL', 'GOOG']
period	BarPeriod	No	K line period. Use enums defined in `tigeropen.common.consts.BarPeriod`. Example: BarPeriod.DAY。 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min', default: BarPeriod.DAY
begin_time	int/str	No	Begin time. Unix time stamp in millisecond or a date string. Example: 1639371600000 / '2019-06-07 23:00:00' / '2019-06-07'
end_time	int/str	No	End time. Unix time stamp in millisecond or a date string. Example: 1639371600000 / '2019-06-07 23:00:00' / '2019-06-07'
right	QuoteRight	No	Adjustment type. Use enums defined in `tigeropen.common.consts.QuoteRight`. Example: QuoteRight.BR-forward adjust. QuoteRight.NR-No adjustment, default: QuoteRight.BR
limit	int	No	The maximum number of bars returned. default: 251
lang	Language	No	Supported language. Use enums defined in `tigeropen.common.consts.Language`. Example: Language.zh_CN default: client_config.language
page_token	str	No	The token of next page. only supported when exactly one symbol
trade_session	TradingSession	No	Trade Session, PreMarket/Regular/AfterHours/OverNight, default: None

Response

pandas.DataFrame

Structured as below：

Parameter	Type	Description
time	int	Timestamp. Example: 1639371600000
open	float	Opening price of a bar
close	float	Closing price of a bar
high	float	High pricce of a bar
low	float	low price of a bar
volume	float	Volume of a bar
amount	float	amount of a bar
next_page_token	str	token of next page

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

bars = quote_client.get_bars(['AAPL'])
print(bars.head().to_string())

# Format time
bars['cn_date'] = pd.to_datetime(bars['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('Asia/Shanghai')
bars['us_date'] = pd.to_datetime(bars['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert('US/Eastern')

Response Example

  symbol           time    open    high     low   close    volume        amount next_page_token
0   AAPL  1709269200000  179.55  180.53  177.38  179.66  73563082  1.316966e+10            None
1   AAPL  1709528400000  176.15  176.90  173.79  175.10  81510101  1.428321e+10            None
2   AAPL  1709614800000  170.76  172.04  169.62  170.12  95132355  1.625481e+10            None
3   AAPL  1709701200000  171.06  171.24  168.68  169.12  68587707  1.162877e+10            None
4   AAPL  1709787600000  169.15  170.73  168.49  169.00  71765061  1.215380e+10            None

get_bars_by_page Get bars by page

QuoteClient.get_bars_by_page(symbol, period=BarPeriod.DAY, begin_time=-1, end_time=-1, total=10000, page_size=1000, right=QuoteRight.BR, time_interval=2, lang=None, trade_session=None)

Description

Get the bar data of the specified stock in a pagination.

Rate Limit

Refer to [Rate Limit](

Parameters

Parameter	Type	Required	Description
symbol	str	Yes	security code
period	BarPeriod	No	Bar period type. refer to: `tigeropen.common.consts.BarPeriod` enum. e.g. BarPeriod.DAY. all available values: 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min', default: BarPeriod.DAY
begin_time	int or str	No	begin time. supports millisecond-level timestamps or date strings, e.g. 1639371600000 or '2019-06-07 23:00:00' or '2019-06-07'
end_time	int or str	No	end time.supports millisecond-level timestamps or date strings, e.g. 1639371600000 or '2019-06-07 23:00:00' or '2019-06-07'
total	int	No	total request bar count. default: 10000
page_size	int	No	bar page size. default: 1000
right	QuoteRight	No	Quote Right. refer to `tigeropen.common.consts.QuoteRight` enum, e.g. QuoteRight.BR, QuoteRight.NR
time_interval	int	No	time interval seconds, default: 2 seconds
lang	Language	No	support language, refer to `tigeropen.common.consts.Language` enum, e.g. Language.zh_CN default: client_config.language
trade_session	TradingSession	No	PreMarket/Regular/AfterHours/OverNight, default: None
Response

pandas.DataFrame

Parameter	Type	Description
time	int	millsecond timestamp，e.g. 1639371600000
open	float	Bar open price
close	float	Bar close price
high	float	Bar highest price
low	float	Bar lowest price
volume	float	Bar volume
next_page_token	str	next page token

Example

import pandas as pd
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

bars = quote_client.get_bars_by_page(
            ['AAPL'],
            period=BarPeriod.DAY,
            begin_time='2024-06-25 21:30:00',
            end_time='2025-02-02 23:31:00',
            total=1000,
            page_size=10,
            time_interval=0.01,
        )
print(bars.head().to_string())

Response Example

  symbol           time    open      high     low   close    volume        amount                                               next_page_token
0   AAPL  1719374400000  211.50  214.8600  210.64  213.25  66213186  1.411181e+10  a2xpbmUyLjB8QUFQTHxkYXl8MTcxOTMyMjIwMDAwMHwxNzIwNTg0MDMwMDAw
1   AAPL  1719460800000  214.69  215.7395  212.35  214.10  49772707  1.064720e+10  a2xpbmUyLjB8QUFQTHxkYXl8MTcxOTMyMjIwMDAwMHwxNzIwNTg0MDMwMDAw
2   AAPL  1719547200000  215.77  216.0700  210.30  210.62  82542718  1.784669e+10  a2xpbmUyLjB8QUFQTHxkYXl8MTcxOTMyMjIwMDAwMHwxNzIwNTg0MDMwMDAw
3   AAPL  1719806400000  212.09  217.5100  211.92  216.75  60402929  1.306020e+10  a2xpbmUyLjB8QUFQTHxkYXl8MTcxOTMyMjIwMDAwMHwxNzIwNTg0MDMwMDAw
4   AAPL  1719892800000  216.15  220.3800  215.10  220.27  58046178  1.281286e+10  a2xpbmUyLjB8QUFQTHxkYXl8MTcxOTMyMjIwMDAwMHwxNzIwNTg0MDMwMDAw

get_depth_quote Get Depth Quote

QuoteClient.get_depth_quote(symbols, market)

Description

Get market depth quote, including price, quantity and number of orders, Request limit is 50 symbols per request

CAUTION

The closing auction time of Hong Kong stocks is 16:00-16:10 (the market closes randomly between 16:08 and 16:10), and the last ask-bid data is generally delayed to update one or two minutes after 16:10 US stock market depth data includes pre-market and after-hours information. No parameters are required, and real-time data can be retrieved instantly upon request

Rate Limit

Refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	A list of stock ticker symbols, maximum number is 50
market	Market	Yes	Market being quoted, use enums defined by `tigeropen.common.consts.Market`

Response

dict

Example:

  #for a single symbol:
  {'symbol': '02833',
    'asks': [(27.4, 300, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0), (27.6, 5700, 3), (27.65, 0, 0),
            (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0), (27.85, 0, 0)],
    'bids': [(27, 4000, 3), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0), (26.75, 0, 0),
            (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0), (26.55, 0, 0)]
  }

  #for a list of symbols:
  {'02833':
      {'symbol': '02833',
        'asks': [(27.35, 200, 1), (27.4, 2100, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0),
                (27.6, 5700, 3), (27.65, 0, 0), (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0)],
        'bids': [(27.05, 100, 1), (27, 5000, 4), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0),
              (26.75, 0, 0), (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0)]
      },
  '02828':
      {'symbol': '02828',
        'asks': [(106.6, 6800, 7), (106.7, 110200, 10), (106.8, 64400, 8), (106.9, 80600, 8), (107, 9440, 16),
              (107.1, 31800, 5), (107.2, 11800, 4), (107.3, 9800, 2), (107.4, 9400, 1), (107.5, 21000, 9)],
        'bids': [(106.5, 62800, 17), (106.4, 68200, 9), (106.3, 78400, 6), (106.2, 52400, 4), (106.1, 3060, 4),
                (106, 33400, 4), (105.9, 29600, 3), (105.8, 9600, 2), (105.7, 15200, 2), (105.6, 0, 0)]}
      }

Data is organized as (price，quantity，order count) :

[(ask_price1, ask_volume1, order_count), (ask_price2, ask_volume2, order_count), ...]
[(bid_price1, bid_volume2, order_count), (bid_price2, bid_volume2, order_count), ...]

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

depth_quote = quote_client.get_depth_quote(['02833'], Market.HK)

Return

{'symbol': '02833',
'asks': [(27.4, 300, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0), (27.6, 5700, 3), (27.65, 0, 0),
        (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0), (27.85, 0, 0)],
'bids': [(27, 4000, 3), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0), (26.75, 0, 0),
        (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0), (26.55, 0, 0)]
}

get_short_interest Get Short Interest) [Useless]

QuoteClient.get_short_interest(symbols, lang=None)

Description

Get short interest of a stock/stocks

Rate Limit

Refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	A list of symbols, maximum number of symbols supported is 100
lang	Language	No	Supported languages, Use enums defined by `tigeropen.common.consts.Language`. Example: Language.en_US, default: client_config.language

Response

pandas.DataFrame

COLUMN	Type	Description
symbol	str	Ticker symbol of a selected stock
settlement_date	str	Settlement date
short_interest	int	Short interest of the stock
avg_daily_volume	int	Daily average volume of the last trading day
days_to_cover	float	days to cover, which equals short interest/average daily volume.
percent_of_float	float	Percent of float

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

short_interest = quote_client.get_short_interest(['GOOG', 'AAPL', '00700'])

Response Example

symbol settlement_date  short_interest  avg_daily_volume  days_to_cover   percent_of_float  
0    GOOG      2018-12-14         2193320           1894404       1.000000             0.7000  
1    GOOG      2018-11-30         2580444           1846248       1.000000             0.8000  
2    GOOG      2018-11-15         2300074           1677483       1.000000             0.8000  
3    GOOG      2018-10-31         2206410           2371360       1.000000             0.7000  
4    GOOG      2018-10-15         2103149           1821532       1.000000             0.7000

get_trade_metas Get Trade Requirement Information

QuoteClient.get_trade_metas(symbols)

Description

Get the required information for trading, such as lot size, for a tradable asset.

Rate Limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
symbols	`list[str]`	Yes	A list of stock symbols, maximum limit being returned is 50

Response

pandas.DataFrame

Structured as follows:

COLUMN	Type	Description
symbol	str	Ticker symbol of stocks
lot_size	int	lot size
min_tick	float	tick size
spread_scale	float	spread_scale

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

trade_metas = quote_client.get_trade_metas(symbols=['00700', '00336'])

Response Example

symbol  lot_size  min_tick  spread_scale
0  00700       100      0.20             0
1  00336      1000      0.01             0

get_capital_flow

QuoteClient.get_capital_flow(symbol, market, period, begin_time=-1, end_time=-1, limit=200, lang=None))

Description

Get capital net inflow Data, including different time periods, such as daily, weekly, monthly, etc.

Parameters

Parameter	Type	Required	Description
symbol	string	Yes	symbol
market	string	Yes	US-U.S. Stocks, HK-Hongkong Stocks, CN-A-Shares
period	string	Yes	period, possible values are: intraday, day, week, month, year, quarter, 6month
begin_time	long	No	Begin time. Unix time stamp in millisecond or a date string. Example: 1639371600000, default: -1, which means unbounded.
end_time	long	No	End time. Unix time stamp in millisecond or a date string. Example: 1639371600000, default: -1, which means unbounded.
limit	integer	No	The maximum number of points returned. default: 200, Maximum is 1200
lang	string	No	Supported languages, Use enums defined by `tigeropen.common.consts.Language`. Example: Language.en_US, default: client_config.language

Return

pandas.DataFrame

Parameter	Type	Description
symbol	string	stock symbol
period	string	period type
time	string	time string，real-time format is "11-25 12:48:00 EST"，non real-time format is "2022-11-22"
timestamp	int	timestamp in millisecond
net_inflow	float	net inflow, negative means outflow

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_capital_flow('AAPL', market=Market.US, period=CapitalPeriod.INTRADAY)
print(result[:5])

#get first lane net_inflow only
#print(result.iloc[0]['net_inflow'])
# or result['net_inflow'].iloc[0]

Return example

                 time      timestamp    net_inflow symbol    period
0  03-04 09:30:00 EST  1741098600000 -2.109543e+08   AAPL  intraday
1  03-04 09:31:00 EST  1741098660000 -2.147305e+08   AAPL  intraday
2  03-04 09:32:00 EST  1741098720000 -2.179206e+08   AAPL  intraday
3  03-04 09:33:00 EST  1741098780000 -2.224500e+08   AAPL  intraday
4  03-04 09:34:00 EST  1741098840000 -2.222383e+08   AAPL  intraday

get_capital_distribution

QuoteClient.get_capital_distribution(symbol, market, lang=None)

Description

Get capital distribution.

Parameters

Parameter	Type	Required	Description
symbol	string	Yes	symbol
market	string	Yes	US-U.S. Stocks, HK-Hongkong Stocks, CN-A-Shares
lang	string	No	Supported languages, Use enums defined by `tigeropen.common.consts.Language`. Example: Language.en_US, default: client_config.language

Return

tigeropen.quote.domain.capital_distribution.CapitalDistribution

Name	Type	Description
symbol	string	symbol
net_inflow	double	net inflow(inAll - outAll)
in_all	double	all inflow(inBig + inMid + inSmall)
in_big	double	big orders's inflow
in_mid	double	median orders's inflow
in_small	double	small orders's inflow
out_all	double	all outflow(outBig + outMid + outSmall)
out_big	double	big orders's outflow
out_mid	double	median orders's outflow
out_small	double	small orders's outflow

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_capital_distribution('JD', market=Market.US)
print(result)

Return example

CapitalDistribution({'symbol': 'JD', 'net_inflow': -14178801.76, 'in_all': 157357147.5,
'in_big': 25577130.842900004, 'in_mid': 13664116.789999994, 'in_small': 118115899.86410056,
'out_all': 171535949.25, 'out_big': 22642951.677099995, 'out_mid': 12733553.691200001,
'out_small': 136159443.88620025})

get_stock_broker

QuoteClient.get_stock_broker(symbol, limit=40, lang=None))

Get stock broker infomation.

Parameters

Parameter	Type	Required	Description
symbol	string	Yes	symbol
limit	integer	No	The maximum number of points returned. Default value is 40. Maximum is 60
lang	string	No	Supported languages, Use enums defined by `tigeropen.common.consts.Language`. Example: Language.en_US, default: client_config.language

Response

tigeropen.quote.domain.stock_broker.StockBroker

Name	Type	Description
symbol	str	stock symbol
bid_broker	tigeropen.quote.domain.stock_broker.LevelBroker	LevelBroker
ask_broker	tigeropen.quote.domain.stock_broker.LevelBroker	LevelBroker

LevelBroker：

Name	Type	Description
level	integer	price level
price	double	price
broker_count	integer	the count of borkers
broker	list[igeropen.quote.domain.stock_broker.Broker]	list of Broker

Broker：

Name	Type	Description
id	str	broker id
name	str	broker name

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

result = quote_client.get_stock_broker('01810', limit=5)
print(result)

Response Example

StockBroker({'symbol': '01810',
    'bid_broker': [
        LevelBroker({'level': 1, 'price': 11.46, 'broker_count': 5,
            'broker': [Broker({'id': '5999', 'name': ''}), Broker({'id': '4374', 'name': ''}),
                    Broker({'id': '1438', 'name': 'Susquehanna'}), Broker({'id': '4821', 'name': ''}),
                     Broker({'id': '6998', 'name': ''})]})],
    'ask_broker': [
        LevelBroker({'level': 1, 'price': 11.48, 'broker_count': 5,
            'broker': [Broker({'id': '4374', 'name': ''}), Broker({'id': '9056', 'name': ''}),
                    Broker({'id': '2027', 'name': ''}), Broker({'id': '4821', 'name': ''}),
                    Broker({'id': '4374', 'name': ''})]})]})

get_trade_rank

QuoteClient.get_trade_rank(market, lang=Language.en_US)

Description

Get market trading rankings data

Rate Limit

Please refer to Rate Limit

Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market to query, use enums defined in `tigeropen.common.consts.Market`, available values are Market.US, Market.HK, Market.SG
lang	Language	No	Supported languages, Use enums defined by `tigeropen.common.consts.Language`. Example: Language.en_US, default: Language.en_US

Response

US stocks return 30 rows, HK and Singapore stocks return 10 rows.

pandas.DataFrame

Structured as follows:

Field	Type	Description
symbol	str	Stock symbol
market	str	Market
name	str	Name
sec_type	str	Security type
change_rate	float	Change rate. If the current time is not in the trading time, it is the change rate of the previous trading day.
sell_order_rate	float	Sell order ratio. The cumulative buy and sell ratio of the day, for example, in the trading session, it is the cumulative buy and sell ratio of the day, in the after-hours session, it is the cumulative buy and sell ratio of the day, including the pre-market and post-market.
buy_order_rate	float	Buy order ratio. The calculation method is the same as the above.
hour_trading_trading_status	int	Pre/Post market trading status (US stocks only)
hour_trading_trade_session	str	Pre/Post market trading session (US stocks only)
hour_trading_change_rate	float	The latest change rate of the pre-market and post-market. (Only for US)

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import Market, RankField, RankPeriod

client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

rank_data = quote_client.get_trade_rank(
    market=Market.US,
    lang=Language.en_US
)
print(rank_data)

Response Example

   symbol market                                      name sec_type  change_rate  sell_order_rate  buy_order_rate  hour_trading_trading_status hour_trading_trade_session  hour_trading_change_rate
0    TSLA     US                              Tesla Motors      STK    -0.021522         0.363025        0.636975                            3                 AfterHours                 -0.010952
1    NVDA     US                                    NVIDIA      STK    -0.030871         0.380049        0.619951                            3                 AfterHours                  0.005139
2    BABA     US                                   Alibaba      STK    -0.102330         0.365064        0.634936                            3                 AfterHours                 -0.005812
3    PLTR     US                Palantir Technologies Inc.      STK    -0.105279         0.401607        0.598393                            3                 AfterHours                 -0.032422
4    TIGR     US                             Tiger Brokers      STK    -0.135366         0.521724        0.478276                            3                 AfterHours                 -0.004231
5     TEM     US                                 Tempus AI      STK     0.021736         0.426186        0.573814                            3                 AfterHours                 -0.141871
6     PDD     US                          PDD Holdings Inc      STK    -0.088092         0.280690        0.719310                            3                 AfterHours                 -0.006429
7    AAPL     US                                     Apple      STK     0.006312         0.493617        0.506383                            3                 AfterHours                  0.004006
8    SMCI     US                  SUPER MICRO COMPUTER INC      STK    -0.079543         0.514141        0.485859                            3                 AfterHours                 -0.019570
9    MSFT     US                                 Microsoft      STK    -0.010313         0.249634        0.750366                            3                 AfterHours                  0.000000
10   TSLL     US        Direxion Daily TSLA Bull 2X Shares      STK    -0.043070         0.417538        0.582462                            3                 AfterHours                 -0.021927

Stocks

# get_market_status Get Market Status

# get_trading_calendar

# get_symbols Get Stock Symbols

# get_symbol_names Get Symbols and Names

# get_timeline Get timeline

# get_timeline_history Get history timeline

# get_trade_ticks Get Trade Ticks

# get_stock_briefs Get Stock Briefs

# get_stock_delay_briefs Get Delayed Data (Free)

# get_bars Get Bars of a Stock

# get_bars_by_page Get bars by page

# get_depth_quote Get Depth Quote

# get_short_interest Get Short Interest) [Useless]

# get_trade_metas Get Trade Requirement Information

# get_capital_flow

# get_capital_distribution

# get_stock_broker

# get_trade_rank

get_market_status Get Market Status

get_trading_calendar

get_symbols Get Stock Symbols

get_symbol_names Get Symbols and Names

get_timeline Get timeline

get_timeline_history Get history timeline

get_trade_ticks Get Trade Ticks

get_stock_briefs Get Stock Briefs

get_stock_delay_briefs Get Delayed Data (Free)

get_bars Get Bars of a Stock

get_bars_by_page Get bars by page

get_depth_quote Get Depth Quote

get_short_interest Get Short Interest) [Useless]

get_trade_metas Get Trade Requirement Information

get_capital_flow

get_capital_distribution

get_stock_broker

get_trade_rank